+85.8%
FHN vs CGNX
-25.4%
+111.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.1% | -4.6% | -1.2% |
| 7D | -1.2% | +3.2% | -4.4% | -1.7% |
| 30D | -4.8% | +6.0% | -10.8% | -5.8% |
| 3M | -0.7% | +3.5% | -4.3% | -1.8% |
| 6M | +10.6% | +26.3% | -15.7% | +5.2% |
| YTD | +4.6% | +79.2% | -74.6% | -8.5% |
| 1Y | +11.4% | +43.8% | -32.4% | +1.4% |
| 3Y | +132.3% | +52.0% | +80.3% | +100.3% |
| All | +85.8% | -25.4% | +111.2% | +68.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded CGNX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling